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Mathematical finance / Econometrics / Autoregressive conditional heteroskedasticity / Time series analysis / Extreme value theory / Generalized extreme value distribution / RiskMetrics / Financial risk modeling / Expected shortfall / Statistics / Actuarial science / Financial risk


Value at Risk Estimation using Extreme Value Theory
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Document Date: 2013-01-15 23:48:05

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File Size: 552,18 KB

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